Marketa Halova Wolfe : Citation Profile


Are you Marketa Halova Wolfe?

Skidmore College

6

H index

4

i10 index

106

Citations

RESEARCH PRODUCTION:

9

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 15
   Journals where Marketa Halova Wolfe has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 5 (4.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha810
   Updated: 2021-10-16    RAS profile: 2021-07-18    
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Relations with other researchers


Works with:

Kurov, Alexander (5)

Strasser, Georg (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marketa Halova Wolfe.

Is cited by:

Rousse, Olivier (10)

Sévi, Benoît (10)

Lakdawala, Aeimit (4)

Bauer, Michael (4)

Strasser, Georg (3)

Smales, Lee (3)

Karali, Berna (3)

Moravcova, Michala (3)

Kočenda, Evžen (3)

pan, jun (2)

He, Dong (2)

Cites to:

Diebold, Francis (7)

Bollerslev, Tim (6)

Vega, Clara (5)

Kurov, Alexander (5)

Andersen, Torben (5)

Strasser, Georg (4)

Mendez-Carbajo, Diego (4)

White, Halbert (3)

Lucca, David (3)

Balduzzi, Pierluigi (3)

Frijns, Bart (3)

Main data


Where Marketa Halova Wolfe has published?


Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics3

Recent works citing Marketa Halova Wolfe (2021 and 2020)


YearTitle of citing document
2020Time-Varying Storage Announcement Effect in Natural Gas Market. (2020). Etienne, Xiaoli L ; Farhangdoost, Sara. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304476.

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2021Risk & returns around FOMC press conferences: a novel perspective from computer vision. (2020). Marchal, Alexis. In: Papers. RePEc:arx:papers:2012.06573.

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2020The Impact of Economic Events on Stock Market Returns: Evidence from India. (2020). Naik, Ramashanti ; Parab, Narayan ; Reddy, Y V. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1232-1247.

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2020The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News. (2020). Jin, Jianjian ; Ellwanger, Reinhard ; Alquist, Ron. In: Staff Working Papers. RePEc:bca:bocawp:20-8.

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2021Trump’s Effect on the Chinese Stock Market. (2021). Xu, Zhiwei ; Jiao, Yang ; Guo, Shijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:72:y:2021:i:c:s1049007820301470.

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2020Later bedtimes predict President Trump’s performance. (2020). Du, Xinming ; Almond, Douglas. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303554.

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2021Presidential candidates linguistic tone: The impact on the financial markets. (2021). Valentini, Aljoa ; Ichev, Riste ; Massoud, Nadia ; Marin, Matej. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001531.

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2021Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market. (2021). Wen, Jun ; Chu, Yin ; Wang, Quan-Jing ; Feng, Gen-Fu ; Chang, Chun-Ping. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300799.

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2021Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data. (2021). Baum, Christopher ; Chen, Liyuan ; Zerilli, Paola. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302622.

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2020Liquidity commonality and high frequency trading: Evidence from the French stock market. (2020). Fontaine, Patrice ; Anagnostidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919305320.

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2020Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Aijo, Janne ; Piljak, Vanja ; Jiang, Junhua. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302910.

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2020OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets. (2020). Yan, Xusheng ; Lazrak, Skander ; ben Omrane, Walid ; Ayadi, Mohamed A. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319310621.

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2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

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2021The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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2021Eye in the sky: Private satellites and government macro data. (2021). Shon, Janghoon ; Panayotov, George ; Mukherjee, Abhiroop. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:234-254.

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2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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2020Natural gas price, market fundamentals and hedging effectiveness. (2020). Zhu, Zhen ; Chen, Sheng-Hung ; Chiou-Wei, Song-Zan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:321-337.

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2020Intermeeting Rate Cuts as a Response to Rare Disasters. (2020). Miller, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-76.

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2020Do Tense Geopolitical Factors Drive Crude Oil Prices?. (2020). Albitar, Khaldoon ; Zhong, Junhao ; Huang, Zhehao ; Li, Fen. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4277-:d:400712.

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2020Macro news and long-run volatility expectations. (2020). Wilhelmsson, Anders ; Vilhelmsson, Anders. In: Knut Wicksell Working Paper Series. RePEc:hhs:luwick:2020_001.

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2021The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

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2020Committee Decision-Making under the Threat of Leaks. (2020). Hahn, Volker ; Fehrler, Sebastian. In: IZA Discussion Papers. RePEc:iza:izadps:dp13746.

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2020.

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2020.

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2020Social media, political uncertainty, and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-020-00870-4.

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2020The US, Economic News, and the Global Financial Cycle. (2020). Kroner, T. Niklas ; Boehm, Christoph. In: Working Papers. RePEc:mie:wpaper:677.

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2020Under his thumb the effect of president Donald Trump’s Twitter messages on the US stock market. (2020). Scholtens, Bert ; Brans, Heleen. In: PLOS ONE. RePEc:plo:pone00:0229931.

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2021The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange. (2021). Wojtowicz, Tomasz ; Mitterer, Christoph ; Gurgul, Henryk. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:3:p:287-329.

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2020Essays in Empirical Asset Pricing and International Finance. (2020). Niu, Zilong. In: Other publications TiSEM. RePEc:tiu:tiutis:986cefd5-4d2b-4d5f-be7a-2feea364f87a.

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2020Supply Fundamentals and Grain Futures Price Movements. (2020). Karali, Berna ; Massa, Olga Isengildina ; IsengildinaMassa, Olga ; Irwin, Scott H. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:548-568.

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2021Are industry?level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index. (2021). Bai, Lan ; Wei, YU ; Yang, Kun. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:17-39.

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2020The effect of oil price shocks on asset markets: Evidence from oil inventory news. (2020). Alquist, Ron ; Jin, Jianjian ; Ellwanger, Reinhard. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1212-1230.

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2021Investor sentiment and the market reaction to macroeconomic news. (2021). Stan, Raluca ; Chen, Denghui ; Gu, Chen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1412-1426.

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Works by Marketa Halova Wolfe:


YearTitleTypeCited
2019DO INVESTORS CARE ABOUT PRESIDENTIAL COMPANY?SPECIFIC TWEETS? In: Journal of Financial Research.
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article6
2014Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project In: Boston College Working Papers in Economics.
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paper0
2014Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project.(2014) In: The Journal of Economic Education.
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This paper has another version. Agregated cites: 0
article
2015What do Chinese Macro Announcements Tell Us About the World Economy? In: Boston College Working Papers in Economics.
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paper17
2015What do Chinese macro announcements tell us about the world economy?.(2015) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 17
article
2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? In: Boston College Working Papers in Economics.
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paper29
2019Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?.(2019) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 29
article
2016Price drift before U.S. macroeconomic news: private information about public announcements?.(2016) In: Working Paper Series.
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This paper has another version. Agregated cites: 29
paper
2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty In: Journal of Empirical Finance.
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article6
2014Bidirectional causality in oil and gas markets In: Energy Economics.
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article22
2021The disappearing pre-FOMC announcement drift In: Finance Research Letters.
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article4
2020Integrating data analysis into an introductory macroeconomics course In: International Review of Economics Education.
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article0
2014Noisy Inventory Announcements and Energy Prices In: Journal of Futures Markets.
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article22

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